+1,402.3%
LITE vs CAPR
-68.5%
+1,470.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +5.6% |
| 7D | -35.9% | +41.1% | -77.0% | -36.4% |
| 30D | -51.5% | +11.1% | -62.6% | -51.7% |
| 3M | -35.7% | +115.3% | -151.0% | -37.1% |
| 6M | -43.0% | -73.8% | +30.9% | -42.3% |
| YTD | +46.1% | -68.8% | +114.9% | +47.1% |
| 1Y | +124.7% | +43.3% | +81.4% | +110.5% |
| 3Y | +1,172.1% | +214.7% | +957.4% | +1,029.2% |
| 5Y | +477.0% | +141.3% | +335.7% | +407.8% |
| All | +1,402.3% | -68.5% | +1,470.9% | +1,125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling